The following pages link to Testing for changing volatility (Q5084375):
Displaying 4 items.
- Testing for non-correlation between price and volatility jumps (Q515135) (← links)
- Testing for structural changes in linear regressions with time-varying variance (Q5077998) (← links)
- Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets (Q5860972) (← links)
- Testing for Trend Specifications in Panel Data Models (Q6149859) (← links)